Petr Koldanov
- Senior Research Fellow:HSE Campus in Nizhny Novgorod / Laboratory of Algorithms and Technologies for Networks Analysis (Nizhny Novgorod)
- Professor:HSE Campus in Nizhny Novgorod / Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod) / Department of Applied Mathematics and Informatics
- Programme Academic Supervisor:Applied Mathematics and Information Science
- Petr Koldanov has been at HSE University since 2012.
Education and Degrees
- 2019
Doctor of Sciences*
- 2009
Candidate of Sciences* (PhD)
- 2001
Master's
Lobachevsky State University of Nizhny Novgorod - 1999
Bachelor's
Lobachevsky State University of Nizhny Novgorod
According to the International Standard Classification of Education (ISCED) 2011, Candidate of Sciences belongs to ISCED level 8 - "doctoral or equivalent", together with PhD, DPhil, D.Lit, D.Sc, LL.D, Doctorate or similar. Candidate of Sciences allows its holders to reach the level of the Associate Professor.
A post-doctoral degree called Doctor of Sciences is given to reflect second advanced research qualifications or higher doctorates in ISCED 2011.
Courses (2022/2023)
- Introduction to multiple hypothesis testing procedures (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 4 year, 1 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 2 year, 1-4 module)Rus
- Past Courses
Courses (2021/2022)
- Introduction to multiple hypothesis testing procedures (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 4 year, 1, 2 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 2 year, 1-4 module)Rus
Courses (2020/2021)
- Introduction to multiple hypothesis testing procedures (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 4 year, 1, 2 module)Rus
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 2 year, 1-4 module)Rus
Courses (2019/2020)
Courses (2018/2019)
- Probability Theory and Mathematical Statistics (Bachelor’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 2 year, 1-4 module)Rus
- Research seminar "Modern Problems of Operations Research" (Master’s programme; Faculty of Informatics, Mathematics, and Computer Science (HSE Nizhny Novgorod); 1 year, 2, 3 module)Rus
Courses (2017/2018)
Grants
RFFI (Russian Foundation for Basic Research) 14-01-00807 "Theoretical Foundation of Stock Market Network Analysis". Investigator.
RHRF (Russian Human Research Foundation) 15-32-01052 "Application of robust methods to the analysis of market network structures". Investigator.
RFFI (Russian Foundation for Basic Research) 18-07-00524 "Decision making in graphical model selection problems"
Investigator
Conferences
- 2019
Математическое и компьютерное моделирование в экономике, страховании и управлении рисками (Саратов). Presentation: Задачи идентификации сетевых структур
XIX Апрельская конференция (Москва). Presentation: Statistics of individual tests for market graph identification in market network
9th International Conference on Network Analysis NET 2019 (Москва). Presentation: TESTING NEW PROPERTY OF ELLIPTICAL MODEL FOR STOCK RETURNS DISTRIBUTION
- 2018
XXXV International Seminar on Stability Problems for Stochastic Models (Пермь). Presentation: Statistical procedures for network structures identication with invariant risk function.
- 2017
The Xth International Conference on Multiple Comparison Procedures (Риверсайд). Presentation: Optimal statistical decision for Gaussian graphical model selection
Городской семинар по теории вероятностей и математической статистике ПОМИ (г. Санкт-Петербург). Presentation: Статистические процедуры идентификации сетевых структур
семинар кафедры математической статистики Казанского федерального университета (Казань). Presentation: Статистические процедуры идентификации сетевых структур
семинар кафедры математической статистики ВМК МГУ (Москва). Presentation: Statistical procedures for network structures identification
.XVIII-я Апрельская международная конференция по проблемам развития экономики и общества. (Москва). Presentation: On elliptical model for market network
XXXIV International Seminar on Stability Problems for Stochastic Models (Debrecen). Presentation: Properties of statistical procedures for network structures identiication
Аналитические и вычислительные методы в теории вероятностей и её приложениях (Москва). Presentation: Optimal test of conditional independence testing in multivariate normal distribution
- XXXIV International Seminar on Stability Problems for Stochastic Models (Debrecen). Presentation: Properties of statistical procedures for network structures identification
- семинар кафедры математической статистики ВМК МГУ (Москва). Presentation: Статистические процедуры идентификации сетевых структур
- Городской семинар по теории вероятностей и математической статистике ПОМИ (г. Санкт-Петербург). Presentation: Статистические процедуры идентификации сетевых структур
- 2016Critical and collective effects in graphs and networks (Москва). Presentation: Optimal individual tests for model selection in Gaussian concentration graph
- XXXIII International Seminar on Stability Problems for Stochastic Models (Светлогорск). Presentation: About multivariate stock returns distribution
- XVII Апрельская международная научная конференция «Модернизация экономики и общества» (Москва). Presentation: Robust statistical procedures for network structure construction
- The Sixth International Conference on Network Analysis NET2016 (Нижний Новгород). Presentation: Testing the symmetry of multivariate distribution of stock returns
- 201512th International Conference on Computational Management Science 2015 (Прага). Presentation: “On stock selection for portfolio optimization”
- 9 th International Conference On Multiple Comparison Procedures (Hyderabad). Presentation: Multiple decision problems in network analysis
- 2014Learning and Intelligent OptimizatioN Conference, LION 8 (Gainesville, Florida). Presentation: Multiple decision problem for stock selection in market network
- Learning and Intelligent OptimizatioN Conference, LION 8 (Gainesville, Florida). Presentation: Multiple decision problem for stock selection in marklet network.
XXXII International Seminar on Stability Problem for Stochastic Models (Трондхейм). Presentation: Stable measure of dependence for network analysis
LinStat2014 (Linkoping). Presentation: Statistical inference for market network analysis
The Fourth Intenational Conferennce on Network Analysis NET 2014 (Нижний Новгород). Presentation: Different measures of similarity for multivariate elliptically contoured distributions.
- 2013Third International Conference on Network Analysis (Nizhny Novgorod). Presentation: Efficiency analysis of branch network
Dissertation for a degree of Doctor of Science
P. Koldanov Математические модели и методы идентификации сетевых структур
20231
20222
- Article Semenov D., Koldanov A. P., Koldanov P., Pardalos P. M. A robustness comparison of two market network models // IMA Journal Management Mathematics. 2022. Vol. 33. No. 1. P. 123-137. doi
- Article V. A. Kalyagin, A. P. Koldanov, P. A. Koldanov. Reliability of maximum spanning tree identification in correlation-based market networks // Physica A: Statistical Mechanics and its Applications. 2022. Vol. 599. Article 127482. doi
20211
20202
- Article Koldanov P. Equivalence of Network Structures in Networks of Random Variables with Known and Unknown Shift Parameter // Journal of Mathematical Sciences. 2020. Vol. 248. No. 1. P. 129-137. doi
- Book Kalyagin V. A., Koldanov A. P., Koldanov P., Pardalos P. M. Statistical Analysis of Graph Structures in Random Variable Networks. Springer, 2020. doi
20193
- Article Kalyagin V. A., Koldanov A. P., Koldanov P., Pardalos P. M. Loss function, unbiasedness, and optimality of Gaussian graphical model selection // Journal of Statistical Planning and Inference. 2019. Vol. 201. P. 32-39. doi
- Article Kalyagin V. A., Koldanov A. P., Koldanov P., Pardalos P. M. Optimality of Multiple Decision Statistical Procedure for Gaussian Graphical Model Selection // Lecture Notes in Computer Science. 2019. No. 11353. P. 304-308. doi
- Article Koldanov P. Statistics of individual tests for market graph identification in market network // Advances in Computer Science Research. 2019. P. 50-55. doi
20185
- Chapter Koldanov P. Invariance Properties of Statistical Procedures for Network Structures Identification, in: Computational Aspects and Applications in Large-Scale Networks. Springer Proceedings in Mathematics & Statistics Vol. 247. Springer, 2018. doi P. 289-297. doi
- Article Kalyagin V. A., Koldanov A. P., Koldanov P., Pardalos P. M. Optimal decision for the market graph identification problem in a sign similarity network // Annals of Operations Research. 2018. Vol. 266. No. 1-2. P. 313-327. doi
- Article Koldanov P. RISK FUNCTION AND OPTIMALITY OF STATISTICAL PROCEDURES FOR IDENTIFICATION OF NETWORK STRUCTURES // Ученые записки Казанского университета. Серия: Физико-математические науки. 2018. Vol. 160. No. 2. P. 317-326.
- Chapter Semenov D., Koldanov P. Rejection Graph for Multiple Testing of Elliptical Model for Market Network, in: Computational Aspects and Applications in Large-Scale Networks. Springer Proceedings in Mathematics & Statistics Vol. 247. Springer, 2018. doi P. 221-234. doi
- Article Колданов П. А. Вероятность совпадения знаков центрированных относительно выборочного среднего случайных величин // Вестник Тверского государственного университета. Серия: Прикладная математика. 2018. № 4. С. 23-30. doi
20179
- Chapter Семенов Д. П., Колданов П. А. Homogeneity hypothesis testing for degree distribution in the market graph // В кн.: Models, Algorithms, and Technologies for Network Analysis. Springer Proceedings in Mathematics & Statistics / Ed. by V. A. Kalyagin, A. I. Nikolaev, P. M. Pardalos, O. Prokopyev. Vol. 197. Springer, 2017. doi С. 153-162. doi
- Article Kalyagin V. A., Koldanov A. P., Petr A. Koldanov. Robust identification in random variables networks // Journal of Statistical Planning and Inference. 2017. Vol. 181. No. Feb . P. 30-40. doi
- Chapter Воронина М., Koldanov P. Stability Testing of Stock Returns Connections, in: Models, Algorithms, and Technologies for Network Analysis. Springer Proceedings in Mathematics & Statistics / Ed. by V. A. Kalyagin, A. I. Nikolaev, P. M. Pardalos, O. Prokopyev. Vol. 197. Springer, 2017. P. 163-174. doi
- Chapter Koldanov P.A., Larushina J.D. Testing hypothesis on degree distribution in the market graph, in: Models, Algorithms, and Technologies for Network Analysis. Springer Proceedings in Mathematics & Statistics / Ed. by V. A. Kalyagin, A. I. Nikolaev, P. M. Pardalos, O. Prokopyev. Vol. 197. Springer, 2017. doi P. 205-214 . doi
- Article Koldanov P., Koldanov A. P., Kalyagin V. A., Pardalos P. M. Uniformly most powerful unbiased test for conditional independence in Gaussian graphical model // Statistics and Probability Letters. 2017. Vol. 122. P. 90-95. doi
- Chapter Колданов П. А., Колданов А. П., Калягин В. А., Пардалос П. О. Оптимальный тест проверки гипотезы об условной независимости в многомерном нормальном распределении //Optimal test of conditional independence in multivariate normal distribution // В кн.: Аналитические и вычислительные методы в теории вероятностей и её приложениях (АВМТВ-2017) = Analytical and Computational Methods in Probability Theory and its Applications (ACMPT-2017) : Proceedings, 23-27 October 2017. M. : RUDN, 2017. С. 500-505.
- Article Калягин В. А., Колданов А. П., Колданов П. А., Пардалос П. О. Статистические процедуры идентификации сетевых структур фондовых рынков // Журнал Новой экономической ассоциации. 2017. Т. 3. № 35. С. 33-52.
- Chapter Колданов П. А., Калягин В. А., Колданов А. П. Устойчивые процедуры построения сетевых структур фондовых рынков // В кн.: XVII Апрельская международная научная конференция по проблемам развития экономики и общества: в 4 кн. / Отв. ред.: Е. Г. Ясин. Кн. 4. М. : Издательский дом НИУ ВШЭ, 2017. С. 510-516.
- Article Колданов П. А. Функция риска статистических процедур идентификации сетевых структур // Вестник Тверского государственного университета. Серия: Прикладная математика. 2017. № 3. С. 45-59. doi
20165
- Chapter Latyshev A., Koldanov P. Investigation of Connections Between Pearson and Fechner Correlations in Market Network: Experimental Study, in: Models, Algorithms, and Technologies for Network Analysis / From the 4th International Conference on Network Analysis / Ed. by V. A. Kalyagin, P. Koldanov, P. M. Pardalos. NY : Springer, 2016. P. 175-182. doi
- Article Koldanov P., Lozgacheva N. MULTIPLE TESTING OF SIGN SYMMETRY FOR STOCK RETURN DISTRIBUTIONS // International Journal of Theoretical and Applied Finance. 2016. Vol. 19. No. 8. P. 1-14. doi
- Book Models, Algorithms and Technologies for Network Analysis, Springer Proceedings in Mathematics & Statistics / Ed. by V. A. Kalyagin, Petr A. Koldanov, P. M. Pardalos. Vol. 156. Switzerland : Springer, 2016. doi
- Article Koldanov P., Kalyagin V. A., Bautin G. A. On some statistical procedures for stock selection problem // Annals of Mathematics and Artificial Intelligence. 2016. Vol. 76. No. 1. P. 47-57. doi
- Chapter Koldanov P., Комиссарова А. Э. Statistical uncertainty of minimum spanning tree in market network, in: Models, Algorithms, and Technologies for Network Analysis / From the 4th International Conference on Network Analysis / Ed. by V. A. Kalyagin, P. Koldanov, P. M. Pardalos. NY : Springer, 2016. P. 157-163. doi
20147
- Chapter Koldanov P., Kalyagin V. A., Koldanov A. P., Zamaraev V. A. Market Graph and Markowitz Model, in: Optimization oi Science and Engineering (In Honor of the 60th Birthday of Panos M. Pardalos). NY : Springer, 2014. Ch. 15. P. 301-313. doi
- Article Kalyagin V.A., Koldanov A.P., Koldanov P.A., Pardalos P.M., Zamaraev V.A. Measures of uncertainty in market network analysis // Physica A: Statistical Mechanics and its Applications. 2014. Vol. 413. No. 1. P. 59-70. doi
- Chapter Koldanov P., Bautin G. A. Multiple decision problem for stock selection in market network, in: Learning and Intelligent Optimization. / Ed. by P. M. Pardalos, M. Resende, C. Vogiatzis, J. Walteros. Vol. 8426: Lectute Notes in Computer Science. Switzerland : Springer, 2014. P. 98-110.
- Article Kalyagin V. A., Koldanov P., Zamaraev V. A. Network Structure Ucertainty for Different Markets // Springer Optimization and Its Applications. 2014. Vol. 100. P. 181-197.
- Article Vizgunov Arsenii, Goldengorin B., Kalyagin V. A., Koldanov A. P., Koldanov P.A., Pardalos P. M. Network approach for the Russian stock market // Computational Management Science. 2014. Vol. 11. No. 1-2. P. 45-55. doi
- Article Koldanov A. P., Koldanov P.A. Optimal Multiple Decision Statistical Procedure for Inverse Covariance Matrix // Springer Optimization and Its Applications. 2014. Vol. 87. P. 205-216.
- Chapter Koldanov P., Pardalos P. M., Zamaraev V. A. Statistical Uncertainty of Market Network Structures, in: DATA ANALYTICS 2014, The Third International Conference on Data Analytics. , 2014. P. 91-94.
20133
- Article Koldanov P. Efficiency Analysis of Branch Network // Springer Proceedings in Mathematics & Statistics. 2013. Vol. 59. P. 71-84. doi
- Article Kalyagin V. A., Koldanov A. P., Koldanov P.A., Pardalos P. M., Bautin G. A. Simple measure of similarity for the market graph construction // Computational Management Science. 2013. Vol. 10. No. 2-3. P. 105-124. doi
- Article Koldanov A. P., Kalyagin V. A., Koldanov P.A., Pardalos P. M. Statistical procedures for the market graph construction // Computational Statistics & Data Analysis. 2013. Vol. 68. P. 17-29.
20122
- Article Визгунов А. Н., Гольденгорин Б. И., Замараев В. А., Калягин В. А., Колданов А. П., Колданов П. А., Пардалос П. О. Применение рыночных графов к анализу фондового рынка России // Журнал Новой экономической ассоциации. 2012. № 3(15). С. 66-81.
- Article Колданов А. П., Колданов П. А. Статистические процедуры со многими решениями в задаче анализа итогов приема в филиалы ВУЗа // Бизнес-информатика. 2012. № 1(19). С. 24-31.
20111
20081
20071
20051
20031
Повышение квалификации
01.10.2012 - 16.11.2012
ПО ПРОГРАММЕ "АНГЛИЙСКИЙ ЯЗЫК. УГЛУБЛЕННОЕ ИЗУЧЕНИЕ GENERAL ENGLISH. INTERMEDIATE"
15.10.2014 - 27.11.2014 -general English, Upper Intermediate
13.05.2014 -18.05.2014 - Исследование операций и приложения
5.12.2015 -8.12.2015 - От физике к экономике
12.05.2015 -16.05.2015 - Исследование операций и приложения